Style	Pure trend-following strategy
Inception Date	July 2018
Universe	100 major-market futures markets, spanning equity indices, fixed income, commodities and currencies

Style	Pure trend-following strategy
Universe	100 major-market futures markets, spanning equity indices, fixed income, commodities and currencies

July 2018

Pure trend following implementation

Seeks to provide diversification from other long-only and absolute return strategies.

Scalable by design

Draws on decades of experience of managing billions of dollars in trend-following strategies.

Winton is led by one of the most experienced teams in the trend-following industry.

The global lockdown poses a challenge for managers who seek to predict prices using fundamental models.

We find evidence that hypothetical performance data can be significantly over-optimistic compared to subsequent realised performance.

We consider if trend-following performance is dependent on trading speed.